Stochastic realizations of a discrete-time non-stationary Process

DOI10.1080/00207178808906261MaRDI QIDQ3835398zbMATH OpenOpenAlexFDO

Authors F. A. Badawi

Publication date 1988

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178808906261

zbMATH Keywords

discrete-time non-stationary processnon-Riccati algorithmsstochastic realization

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Realizations from input-output data (93B15) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03)

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Cites work

• A New Algorithm for Optimal Filtering of Discrete-Time Stationary Processes
• A stochastic realization approach to the smoothing problem
• On minimal splitting subspaces and markovian representations
• Some new algorithms for recursive estimation in constant, linear, discrete-time systems

Cited in

(10)

• A utilization of properties of the discrete-time Riccati equation in stochastic realization theory
• The SLEX model of a non-stationary random process
• Random discretization of stationary continuous time processes
• Disorder indicator for nonstationary stochastic processes
• Realizations of stationary stochastic processes: applications of passive system theory
• scientific article; zbMATH DE number 4172871 (Why is no real title available?)
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• scientific article; zbMATH DE number 3878083 (Why is no real title available?)
• Explicit strict sense state-space realizations of non-stationary processes†
• On time-invariant realizations of discrete random processes

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